de.torstennahm.integrate.sparse
Class EvaluateIntegrator

java.lang.Object
  de.torstennahm.integrate.Integrator<Evaluator>
      de.torstennahm.integrate.sparse.EvaluateIntegrator

public class EvaluateIntegrator
extends Integrator<Evaluator>

Sparse grid integrator that uses a hybrid of non-adaptive simplicial and adaptive greedy strategies. The controller will also intercalate indices from the standard simplex. This increases robustness for difficult functions. The quota of these simplicial indices may be set between 0 and 1. The quota sets the relative amout of simplicial indices to be used. A quota of 1 thus makes the controller default to standard non-adaptive sparse grid integration. Note that although the valid indices whose contributions have been calculated are not formally part of the index set, their contributions still are used for the integral value, as this can only improve accuracy. This class is thread-safe.

Author:

Torsten Nahm

See Also:

Integrator, IntegrationResult, Evaluator, Visualizer

Nested Class Summary

protected static class	EvaluateIntegrator.EvalData
protected class	EvaluateIntegrator.InternalIntegrator

Field Summary

protected double

simplexQuota Factor for balance between greedy and work

Constructor Summary

EvaluateIntegrator()
Constructs the weighted sparse integrator with the default settings.

EvaluateIntegrator(double workQuota)
Construct the sparse integrator with the specified simplex quota.

Method Summary

IntegrationResult	integrate(Evaluator evaluator, StopCondition condition, java.util.List<Visualizer> visualizers) Performs numerical integration of the integrand until the given condition is fulfilled.
java.lang.String	toString()

Methods inherited from class de.torstennahm.integrate.Integrator

integrate, integrateAbsTol, integrateAbsTol, integrateByPoints, integrateByPoints, integrateRelTol, integrateRelTol

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

simplexQuota

protected final double simplexQuota

Factor for balance between greedy and work

Constructor Detail

EvaluateIntegrator

public EvaluateIntegrator()

Constructs the weighted sparse integrator with the default settings. The constructor has the same result as using a simplex quota of 0.2 in EvaluateIntegrator(double).

See Also:

EvaluateIntegrator(double)

EvaluateIntegrator

public EvaluateIntegrator(double workQuota)

Construct the sparse integrator with the specified simplex quota. For work quota 0, only the calculated contribution for an index is used (the greedy approach). For work quota 1, only indices in order of increasing work are used. In many cases, this defaults to standard non-adaptive sparse grid integration.

Parameters:

workQuota - quota of simplicial indices used, must be between 0 and 1

Throws:

java.lang.IllegalArgumentException - if the quota is out of range

Method Detail

integrate

public IntegrationResult integrate(Evaluator evaluator,
                                   StopCondition condition,
                                   java.util.List<Visualizer> visualizers)
                            throws IntegrationFailedException

Description copied from class: Integrator

Performs numerical integration of the integrand until the given condition is fulfilled.

Specified by:

integrate in class Integrator<Evaluator>

Parameters:

evaluator - object to be integrated

condition - stop condition

visualizers - list of visualizers or null for no visualization

Returns:

result of integration

Throws:

IntegrationFailedException - if an integration error occurs

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object